+84.9%
USB vs EWJ
+122.8%
-38.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.7% |
| 7D | +1.4% | -2.4% | +3.8% | +3.3% |
| 30D | +6.4% | -7.6% | +14.1% | +13.6% |
| 3M | -4.5% | -5.9% | +1.4% | +0.2% |
| 6M | +11.4% | -1.5% | +12.8% | +10.9% |
| YTD | +17.1% | +12.6% | +4.5% | +1.9% |
| 1Y | +32.6% | +12.7% | +19.9% | +15.1% |
| 3Y | +101.8% | +63.1% | +38.8% | +17.7% |
| 5Y | +25.1% | +48.2% | -23.1% | -19.1% |
| 10Y | +84.9% | +123.1% | -38.3% | -19.0% |
| All | +84.9% | +122.8% | -38.0% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling